strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraAttack_20251121_151524
0 multin_zz1000_71001_barra_momentum_botG 69.44 45.08 -295.47 -53.37 -295.47 132.50 559.68 561.41 541.12
1 multin_zz1000_71001_barra_btop_botG 27.70 3.34 -337.21 -95.11 -337.21 90.76 517.94 519.67 499.38
2 multin_zz1000_71001_barra_residualvolatility_botG 15.04 -9.32 -349.88 -107.77 -349.87 78.09 505.28 507.01 486.71
3 multin_zz1000_71001_barra_leverage_botG 10.87 -13.49 -354.04 -111.94 -354.04 73.93 501.11 502.84 482.55
4 multin_zz1000_71001_barra_earningsyield_botG -14.38 -38.74 -379.29 -137.19 -379.29 48.68 475.86 477.59 457.29
5 multin_zz1000_71001_barra_growth_botG -19.86 -44.22 -384.77 -142.67 -384.77 43.20 470.38 472.11 451.82
6 multin_zz1000_71001_barra_beta_topG -66.81 -91.17 -431.72 -189.62 -431.72 -3.75 423.43 425.16 404.87
7 multin_zz1000_71001_barra_liquidity_topG -81.76 -106.12 -446.67 -204.57 -446.67 -18.70 408.48 410.21 389.91
8 multin_zz1000_71001_barra_nonlinearsize_botG -91.00 -115.36 -455.91 -213.81 -455.91 -27.94 399.24 400.97 380.68
9 multin_zz1000_71001_barra_size_botG -91.00 -115.36 -455.91 -213.81 -455.91 -27.94 399.24 400.97 380.68